Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49350.45 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45288.91 Kr¶

PnL: ---------------------------------------> 232.91 Kr¶

DD now: ---------------------------------> -7.097 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:31:24.798876'

Anic Portfolio¶

Today¶

Return: -0.74 %¶

This Week¶

Return: 0.096 %¶

Total portfolio value¶

Return including deposits: 61.561 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.390000 1661.220000 192.220000 13.090000 1468.999998
Orrön Energy 180 -0.450000 2192.400000 149.400000 7.310000 2043.000000
Sedana Medical 93 -0.840000 2639.340000 118.340000 4.690000 2521.000011
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Platzer Fastigheter Holding B 12 -1.180000 1008.000000 47.000000 4.890000 960.999996
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Sagax B 4 -0.760000 890.400000 36.400000 4.260000 854.000000
JM 6 -0.270000 900.000000 36.000000 4.170000 864.000000
Catena 2 -1.480000 826.400000 34.400000 4.340000 792.000000
Hexatronic Group 12 -0.690000 994.800000 27.800000 2.870000 966.999996
Sagax A 4 -1.790000 880.000000 26.000000 3.040000 854.000000
Bilia A 8 -0.090000 915.200000 15.200000 1.690000 900.000000
Gränges 9 -0.190000 940.500000 12.500000 1.350000 927.999999
HEXPOL B 9 0.440000 1032.300000 11.300000 1.110000 1020.999996
Biotage 7 -0.730000 950.600000 9.600000 1.020000 940.999997
Byggmax Group 33 -1.020000 963.600000 7.600000 0.790000 956.000001
AcadeMedia 8 -0.300000 405.200000 3.200000 0.800000 402.000000
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
ASSA ABLOY B 3 0.120000 780.600000 1.600000 0.210000 779.000001
Clas Ohlson B 12 -0.980000 974.400000 1.400000 0.140000 972.999996
VEF 909 -3.050000 1850.720000 0.720000 0.040000 1850.000436
OX2 13 -0.610000 949.000000 -1.000000 -0.110000 949.999999
EQT 4 -1.630000 822.800000 -9.200000 -1.110000 832.000000
Alimak Group 11 -0.840000 910.800000 -17.200000 -1.850000 927.999996
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -0.080000 917.500000 -22.500000 -2.390000 940.000000
Addnode Group B 11 -1.400000 889.350000 -31.650000 -3.440000 921.000003
Indutrade 5 -0.630000 1182.500000 -35.500000 -2.910000 1218.000000
Latour B 4 -0.590000 811.200000 -45.800000 -5.340000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
Hexagon B 26 -1.510000 3381.300000 -79.700000 -2.300000 3461.000010
BHG Group 97 -1.050000 1366.730000 -92.270000 -6.320000 1458.999989
INVISIO 16 -0.880000 3584.000000 -105.000000 -2.850000 3689.000000
TOTAL 45288.910000 232.910000 -7.0969% 45056.000411

Updated:¶

'2023-07-05 09:31:41.506061'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶